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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
1992 - 2012
Edited by MarÌa ¡ngeles Gil and Leandro Pardo
from Springer
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Volume 19, issue 3 , 2010
A general science-based framework for dynamical spatio-temporal models pp. 417-451 Christopher Wikle and Mevin Hooten Comments on: A general science-based framework for dynamical spatio-temporal models pp. 452-455 J. Mateu Comments on: A general science-based framework for nonlinear spatio-temporal dynamical models pp. 456-458 Rosa Crujeiras Comments on: A general science-based framework for dynamical spatio-temporal models pp. 459-461 Bruno Sansó Comments on: A general science-based framework for dynamical spatio-temporal models pp. 462-465 Dave Higdon Rejoinder on: A general science-based framework for dynamical spatio-temporal models pp. 466-468 Christopher Wikle and Mevin Hooten Comparisons of coherent systems using stochastic precedence pp. 469-486 Jorge Navarro and Rafael Rubio Inference based on censored samples from exponentiated populations pp. 487-513 Essam AL-Hussaini Smoothed jackknife empirical likelihood method for tail copulas pp. 514-536 Liang Peng and Yongcheng Qi A simple multiway ANOVA for functional data pp. 537-557 J. Cuesta-Albertos and M. Febrero-Bande Small area estimators based on restricted mixed models pp. 558-579 Cristina Rueda , José Menéndez and Federico Gómez Nonparametric estimation of mean and dispersion functions in extended generalized linear models pp. 580-608 I. Gijbels , I. Prosdocimi and G. Claeskens Volume 19, issue 2 , 2010
ℓ 1 -penalization for mixture regression models pp. 209-256 Nicolas Städler , Peter Bühlmann and Sara Geer Comments on: ℓ 1 -penalization for mixture regression models pp. 257-258 Anestis Antoniadis Comment on: ℓ 1 -penalization for mixture regression models pp. 259-263 Gabor Lugosi Comments on: ℓ 1 -penalization for mixture regression models pp. 264-269 Jianqing Fan and Jinchi Lv Comments on: ℓ 1 -penalization for mixture regression models pp. 270-275 Tingni Sun and Cun-Hui Zhang Comments on: l 1 -penalization for mixture regression models pp. 276-279 Eustasio Barrio Rejoinder: ℓ 1 -penalization for mixture regression models pp. 280-285 Nicolas Städler , Peter Bühlmann and Sara Geer Fast and robust estimation of the multivariate errors in variables model pp. 286-303 Christophe Croux , Mohammed Fekri and Anne Ruiz-Gazen Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors pp. 304-324 Hamdi Raïssi Progressive censoring under inverse sampling for nonparametric multi-sample location problem pp. 325-341 Gopaldeb Chattopadhyay and Indranil Mukhopadhyay Adaptive progressive Type-II censoring pp. 342-358 Erhard Cramer and George Iliopoulos Extremes of integer-valued moving average sequences pp. 359-374 Andreia Hall , Manuel Scotto and João Cruz Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices pp. 375-398 J. Chacón and T. Duong Another generalization of the geometric distribution pp. 399-415 E. Gómez-Déniz Volume 19, issue 1 , 2010
Dynamic relations for sparsely sampled Gaussian processes pp. 1-29 Hans-Georg Müller and Wenjing Yang Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 30-33 Hervé Cardot Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 34-36 Ana Colubi and Gil González-Rodríguez Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 37-42 Jianqing Fan , Jin-Ting Zhang and Wenyang Zhang Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 43-45 Wenceslao González-Manteiga and Adela Martínez-Calvo Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 46-49 Nancy Heckman Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 50-53 Giles Hooker Comments on: Dynamic relations for sparsely sampled Gaussian processes pp. 54-55 Damla Şentürk Comments on: dynamic relations for sparsely sampled Gaussian processes pp. 56-59 Naisyin Wang Rejoinder on: dynamic relations for sparsely sampled Gaussian processes pp. 60-67 Hans-Georg Müller and Wenjing Yang Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data pp. 68-91 N. Balakrishnan , E. Beutner and E. Cramer Tests for the error distribution in nonparametric possibly heteroscedastic regression models pp. 92-112 Marie Hušková and Simos Meintanis Approximations to most powerful invariant tests for multinormality against some irregular alternatives pp. 113-130 Piotr Majerski and Zbigniew Szkutnik Bootstrap variance estimation for Nadaraya quantile estimator pp. 131-145 K. Cheung and Stephen Lee Canonical transformations of skew-normal variates pp. 146-165 Nicola Loperfido On internally corrected and symmetrized kernel estimators for nonparametric regression pp. 166-186 Oliver Bruce Linton and David Tomás Jacho-Chávez Reference Bayesian methods for recapture models with heterogeneity pp. 187-208 Alessio Farcomeni and Luca Tardella Volume 18, issue 3 , 2009
A review on empirical likelihood methods for regression pp. 415-447 Song Xi Chen and Ingrid Van Keilegom Comments on: A review on empirical likelihood methods for regression pp. 448-451 Stefan Sperlich Comments on: A review on empirical likelihood methods for regression pp. 452-454 Liang Peng and Rongmao Zhang Comments on: A review on empirical likelihood methods for regression pp. 455-457 Carlos Velasco Comments on: A review on empirical likelihood methods for regression pp. 458-460 César Sánchez-Sellero Comments on: A review on empirical likelihood methods for regression pp. 461-462 Ian McKeague Comments on: A review on empirical likelihood methods for regression pp. 463-467 Gang Li and Xuyang Lu Rejoinder on: A review on empirical likelihood methods for regression pp. 468-474 Song Xi Chen and Ingrid Van Keilegom Maxiset in sup-norm for kernel estimators pp. 475-496 Karine Bertin and Vincent Rivoirard On progressively censored generalized exponential distribution pp. 497-515 Biswabrata Pradhan and Debasis Kundu Two nested families of skew-symmetric circular distributions pp. 516-528 William Reed and Arthur Pewsey Beta autoregressive moving average models pp. 529-545 Andréa Rocha and Francisco Cribari-Neto Effect of aggregation on estimators in AR(1) sequence pp. 546-567 Lajos Horvath and Remigijus Leipus Asymptotic distributions for weighted estimators of the offspring mean in a branching process pp. 568-583 I. Rahimov Return level bounds for discrete and continuous random variables pp. 584-604 A. Guillou , P. Naveau , J. Diebolt and P. Ribereau Erratum to: Considerations for sensitivity analysis with likelihood-based models pp. 607-607 Joseph Hogan Volume 18, issue 2 , 2009
Goodness-of-fit tests in mixed models pp. 213-239 Gerda Claeskens and Jeffrey Hart Comments on: Goodness-of-fit-tests in mixed models pp. 240-243 Alejandra Cabaña Comments on: Goodness-of-fit tests in mixed modes pp. 244-247 Isabel Molina Comments on: Goodness-of-fit tests in mixed models pp. 248-255 Jiming Jiang and Thuan Nguyen Comments on: Goodness-of-fit tests in mixed models pp. 256-259 Axel Munk and Tatyana Krivobokova Comments on: Goodness-of-fit tests in mixed modes pp. 260-264 Olivier Thas Rejoinder on: Goodness-of-fit tests in mixed models pp. 265-270 Gerda Claeskens and Jeffrey Hart Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability pp. 271-282 Rahul Mukerjee and Ling-Yau Chan On the low intensity bootstrap for triangular arrays of independent identically distributed random variables pp. 283-301 Eustasio del Barrio , Arnold Janssen and Carlos Matrán Limit theorems for sequences of random trees pp. 302-315 David Balding , Pablo Ferrari , Ricardo Fraiman and Mariela Sued Minimum density power divergence estimator for GARCH models pp. 316-341 Sangyeol Lee and Junmo Song Benchmarked estimates in small areas using linear mixed models with restrictions pp. 342-364 M. Ugarte , A. Militino and T. Goicoa Pseudo maximum likelihood estimates using ranked set sampling with applications to estimating correlation pp. 365-380 Terrence Hui , Reza Modarres and Gang Zheng RESET for quantile regression pp. 381-391 Taisuke Otsu Semi-parametric second-order reduced-bias high quantile estimation pp. 392-413 Frederico Caeiro and M. Gomes Volume 18, issue 1 , 2009
Missing data methods in longitudinal studies: a review pp. 1-43 Joseph Ibrahim and Geert Molenberghs Comments on: Missing data methods in longitudinal studies: a review pp. 44-46 M. Ugarte Comments on: Missing data methods in longitudinal studies: a review pp. 47-50 Roderick Joseph Little Comments on: Missing data methods in longitudinal studies: a review pp. 51-58 Michael Daniels and Chenguang Wang Comments on: Missing data methods in longitudinal studies: a review pp. 59-64 Joseph Hogan Comments on: Missing data methods in longitudinal studies: a review pp. 65-67 Michael Kenward and James Carpenter Rejoinder on: Missing data methods in longitudinal studies: a review pp. 68-75 Joseph Ibrahim and Geert Molenberghs Strong approximations for dependent competing risks with independent censoring pp. 76-95 Ségolen Geffray Automatic spectral density estimation for random fields on a lattice via bootstrap pp. 96-114 Jose Manuel Vidal-Sanz Optimum plan for step-stress model with progressive type-II censoring pp. 115-135 Bing Wang and Keming Yu Independent component analysis by wavelets pp. 136-155 Pascal Barbedor A study of the quantile correlation test for normality pp. 156-165 Éva Krauczi Nonparametric density estimation in presence of bias and censoring pp. 166-194 E. Brunel , F. Comte and A. Guilloux Another look at the disjoint blocks bootstrap pp. 195-212 Dragan Radulović
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